2015

Published: 2015-06-02

Working Papers in Statistics

Are there house effects in Swedish polls? A compositional approach

Jakob Bergman
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Singular Inverse Wishart Distribution with Application to Portfolio Theory

Taras Bodnar, Stepan Mazur, Krzysztof Podgorski
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Multi-jumps

Massimiliano Caporin, Aleksey Kolokolov, Roberto Reno
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Bayesian Estimation of the Global Minimum Variance Portfolio

Taras Bodnar, Stepan Mazur, Yarema Okhrin
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AR(1) time series with autoregressive gamma variance for road topography modeling

Pär Johannesson, Krzysztof Podgórski, Igor Rychlik, Nima Shariati
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A novel weighted likelihood estimation with empirical Bayes flavor

Mobarak Hossain, Tomasz Kozubowski, Krzysztof Podgórski
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Second-order continuous time moving averages via spectral representation

Krzysztof Podgórski, Anastassia Baxevani
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The Laplace multi-axial response model for fatigue analysis

Johan Karlsson, Krzysztof Podgórski, Igor Rychlik
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Tail behavior and dependence structure the APARCH model

Farrukh Javed, Krzysztof Podgórski
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A linear test for the global minimum variance portfolio for small sample and singular covariance

Taras Bodnar, Stepan Mazur, Krzysztof Podgórski
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On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector

Igor Kotsiuba, Stepan Mazur
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Are the Sweden Democrats really Sweden’s largest party? A maximum likelihood ratio test on the simplex

Jakob Bergman, Björn Holmquist
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Third Cumulant for Multivariate Aggregate Claim Models

Nicola Loperfido, Stepan Mazur, Krzysztof Podgórski
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Laplace distribution models for road topography and roughness

Pär Johannesson, Krzysztof Podgórski, Igor Rychlik
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Option framing and Markov chain: A descriptive approach in a state-space modeling of customer behavior

Antonio Marañon, Peter Gustafsson, Peter Nilsson
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Comparing the effects of two treatments on two ordinal outcome variables

Vibeke Horstmann, Jan Lanke
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